Probability & Statistics Seminar

Quasi-stationary distribution for irregular Markov process

  • Speaker: MAO Yonghua (Beijing Normal University)

  • Time: Jan 12, 2018, 11:00-12:00

  • Location: Conference Room 415, Wisdom Valley 3#

We recall the classical Yaglom's limit theorem for the branching processes, and take the finite Markov chain as an example to explain why the quasi-stationary distribution is interesting. After reviewing the QSD's for the regular birth-death processes and one-dimensional diffusion processes, we show the existence and domain of attraction of QSD's the above processes which are irregular.


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